-31.0%
KTOS vs GFS
+47.5%
-78.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | -2.4% | +3.8% | -6.2% | -2.8% |
| 30D | -26.8% | -11.7% | -15.1% | -25.9% |
| 3M | -20.6% | -41.8% | +21.2% | -18.6% |
| 6M | -47.5% | +6.6% | -54.1% | -49.9% |
| YTD | -38.5% | +34.6% | -73.1% | -45.2% |
| 1Y | -31.0% | +46.2% | -77.2% | -39.0% |
| All | -31.0% | +47.5% | -78.5% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling